0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2021
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/29/16 Held to Maturity
| Description | Series X-2021 | Dated Date | April 15, 2016 |
| CUSIP Number | 912828Q60 | Ref CPI on Dated Date | 237.00700 |
| Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Actual YTM |
| 04/21/16 | 04/29/16 | 237.09800 | 16,000,020 | 101.596247 | 1.00038 | 101.634854 | -0.195 | 1.846 |
| 08/18/16 | 08/31/16 | 241.01213 | 14,957,477 | 101.552360 | 1.01690 | 103.268595 | -0.209 | 1.624 |
| 12/22/16 | 12/30/16 | 241.70958 | 14,000,048 | 100.021385 | 1.01984 | 102.005809 | 0.120 | 2.031 |
| Total Auctioned | 44,957,545 | |||||||
| OID for Purchase on 04/29/16 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/29/16 | 237.09800 | 1.00038 | ||
| 2016 | 01/01/17 | 241.72900 | 1.01992 | 19.54 |
| 2017 | 01/01/18 | 246.66300 | 1.04074 | 20.82 |
| 2018 | 01/01/19 | 252.88500 | 1.06699 | 26.25 |
| 2019 | 01/01/20 | 257.34600 | 1.08582 | 18.83 |
| 2020 | 01/01/21 | 260.38800 | 1.09865 | 12.83 |
| 2021 | 04/15/21 | 262.25027 | 1.10651 | 7.86 |
| Total | 106.13 | |||
| Cash Flows per $1,000 Purchased on 04/29/16 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 1.846% YTM |
| 04/29/16 | 237.09800 | 1.00038 | -1,016.34854 | -0.04783238 | -1,016.39637238 | -1,016.39637238 |
| 10/15/16 | 240.74003 | 1.01575 | 0.63484375 | 0.63484375 | 0.62947962 | |
| 04/15/17 | 243.19553 | 1.02611 | 0.64131875 | 0.64131875 | 0.63008379 | |
| 10/15/17 | 245.11703 | 1.03422 | 0.64638750 | 0.64638750 | 0.62925527 | |
| 04/15/18 | 248.39153 | 1.04803 | 0.65501875 | 0.65501875 | 0.63182556 | |
| 10/15/18 | 252.06923 | 1.06355 | 0.66471875 | 0.66471875 | 0.63531766 | |
| 04/15/19 | 252.20853 | 1.06414 | 0.66508750 | 0.66508750 | 0.62985609 | |
| 10/15/19 | 256.56513 | 1.08252 | 0.67657500 | 0.67657500 | 0.63487472 | |
| 04/15/20 | 258.30093 | 1.08985 | 0.68115625 | 0.68115625 | 0.63332755 | |
| 10/15/20 | 259.46997 | 1.09478 | 0.68423750 | 0.68423750 | 0.63037365 | |
| 04/15/21 | 262.25027 | 1.10651 | 1,106.51000 | 0.69156875 | 1,107.20156875 | 1,010.71197756 |
| Total | 90.16146 | 6.59308012 | 96.75454012 | -0.00000093 | ||
| OID | 106.13000 | |||||
| Purchase Premium | -15.96854 | |||||